Fiori, A. (2011). Investigating the interplay of excess kurtosis and tail events in financial series. In Abstract Book.

Investigating the interplay of excess kurtosis and tail events in financial series

FIORI, ANNA MARIA
Primo
2011

No
abstract + slide
heavy tails, stochastic orders, L-statistics, inequality
English
Extreme Value Analysis, Probabilistic and Statistical Models and their Applications
Fiori, A. (2011). Investigating the interplay of excess kurtosis and tail events in financial series. In Abstract Book.
Fiori, A
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/79289
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